COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 184,858: 63,789 60,010 14,601 92,491 93,587 170,881 168,198: 13,977 16,660 Old : 101,121: 45,979 43,081 2,755 45,759 42,957 94,493 88,793: 6,628 12,328 Other: 83,737: 25,685 24,804 3,971 46,732 50,630 76,388 79,405: 7,349 4,332 : : : : : Changes in Commitments from: May 1, 2012 : : 4,073: 3,115 8,328 -202 2,289 -5,566 5,202 2,560: -1,129 1,513 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 32.5 7.9 50.0 50.6 92.4 91.0: 7.6 9.0 Old : 100.0: 45.5 42.6 2.7 45.3 42.5 93.4 87.8: 6.6 12.2 Other: 100.0: 30.7 29.6 4.7 55.8 60.5 91.2 94.8: 8.8 5.2 : : : :# Traders : Number of Traders in Each Category : All : 287: 101 103 70 55 60 194 199: Old : 265: 88 99 17 40 48 134 158: Other: 198: 69 56 25 42 46 133 107: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.3 21.7 29.5 31.1 17.3 16.8 29.1 25.6 Old : 18.8 20.4 31.7 33.4 18.7 20.4 31.6 32.5 Other: 21.6 34.5 36.2 47.2 21.6 33.3 35.8 45.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 22,061: 10,191 4,868 687 8,649 13,980 19,527 19,535: 2,534 2,526 Old : 20,508: 10,037 4,896 196 7,843 12,939 18,076 18,031: 2,432 2,477 Other: 1,553: 210 28 435 806 1,041 1,451 1,504: 102 49 : : : : : Changes in Commitments from: May 1, 2012 : : 2,144: 195 1,659 -26 1,846 104 2,015 1,737: 129 407 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.2 22.1 3.1 39.2 63.4 88.5 88.5: 11.5 11.5 Old : 100.0: 48.9 23.9 1.0 38.2 63.1 88.1 87.9: 11.9 12.1 Other: 100.0: 13.5 1.8 28.0 51.9 67.0 93.4 96.8: 6.6 3.2 : : : :# Traders : Number of Traders in Each Category : All : 84: 29 26 11 21 14 54 48: Old : 84: 29 26 6 20 14 53 43: Other: 20: 9 2 8 7 2 17 12: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 58.3 45.4 68.6 29.9 57.6 45.3 66.2 Old : 31.9 57.6 47.9 68.6 31.9 57.4 47.5 66.6 Other: 62.1 85.6 83.3 95.9 43.2 62.1 53.3 62.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 179,723: 31,434 37,657 26,097 112,858 106,962 170,389 170,716: 9,334 9,007 Old : 112,667: 27,237 38,141 14,799 63,370 51,607 105,406 104,547: 7,261 8,120 Other: 67,056: 11,581 6,900 3,914 49,488 55,355 64,983 66,169: 2,073 887 : : : : : Changes in Commitments from: May 1, 2012 : : -2,484: 575 -4,347 516 -2,970 2,076 -1,879 -1,755: -605 -729 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 21.0 14.5 62.8 59.5 94.8 95.0: 5.2 5.0 Old : 100.0: 24.2 33.9 13.1 56.2 45.8 93.6 92.8: 6.4 7.2 Other: 100.0: 17.3 10.3 5.8 73.8 82.6 96.9 98.7: 3.1 1.3 : : : :# Traders : Number of Traders in Each Category : All : 182: 57 62 42 52 46 131 131: Old : 179: 54 64 32 46 38 118 118: Other: 90: 22 15 14 38 32 66 55: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 27.1 41.0 42.9 24.1 21.5 33.5 31.0 Old : 27.6 24.4 41.5 37.3 25.9 21.4 37.1 30.8 Other: 39.7 42.6 55.7 65.9 35.1 37.5 51.0 57.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 715,111: 180,816 120,056 64,885 409,309 455,852 655,010 640,793: 60,101 74,318 Old : 715,111: 180,816 120,056 64,885 409,309 455,852 655,010 640,793: 60,101 74,318 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2012 : : 8,514: -3,618 7,335 1,735 8,945 -8,898 7,062 172: 1,452 8,342 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 16.8 9.1 57.2 63.7 91.6 89.6: 8.4 10.4 Old : 100.0: 25.3 16.8 9.1 57.2 63.7 91.6 89.6: 8.4 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 245: 65 78 66 77 86 184 192: Old : 245: 65 78 66 77 86 184 192: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.9 20.6 25.7 29.7 13.7 17.9 24.3 25.4 Old : 13.9 20.6 25.7 29.7 13.7 17.9 24.3 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 146,714: 39,191 44,365 18,433 83,163 77,062 140,787 139,860: 5,927 6,854 Old : 107,901: 41,140 42,574 6,376 55,446 52,836 102,962 101,786: 4,939 6,115 Other: 38,813: 6,543 10,283 3,565 27,717 24,226 37,825 38,074: 988 739 : : : : : Changes in Commitments from: May 1, 2012 : : 2,495: 667 1,662 1,261 1,689 45 3,617 2,968: -1,122 -473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 30.2 12.6 56.7 52.5 96.0 95.3: 4.0 4.7 Old : 100.0: 38.1 39.5 5.9 51.4 49.0 95.4 94.3: 4.6 5.7 Other: 100.0: 16.9 26.5 9.2 71.4 62.4 97.5 98.1: 2.5 1.9 : : : :# Traders : Number of Traders in Each Category : All : 364: 97 107 90 124 114 267 276: Old : 360: 105 106 61 109 103 234 251: Other: 196: 44 38 27 83 75 143 127: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.1 15.3 24.6 24.7 11.8 12.1 20.8 19.7 Old : 15.4 17.1 26.5 28.4 15.1 14.2 26.0 24.5 Other: 25.2 20.5 40.3 36.2 24.8 18.2 36.0 30.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 45,996: 32,090 22,061 1,155 7,077 21,078 40,322 44,294: 5,674 1,702 Old : 45,996: 32,090 22,061 1,155 7,077 21,078 40,322 44,294: 5,674 1,702 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2012 : : 457: 716 4,065 -14 -142 -3,122 560 929: -103 -472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 48.0 2.5 15.4 45.8 87.7 96.3: 12.3 3.7 Old : 100.0: 69.8 48.0 2.5 15.4 45.8 87.7 96.3: 12.3 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 107: 58 24 8 18 8 81 36: Old : 107: 58 24 8 18 8 81 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 75.4 61.6 83.4 50.1 75.4 60.0 83.4 Old : 51.3 75.4 61.6 83.4 50.1 75.4 60.0 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, May 8, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 414,494: 26,467 53,011 3,618 367,984 340,842 398,069 397,471: 16,425 17,023 Old : 414,494: 26,467 53,011 3,618 367,984 340,842 398,069 397,471: 16,425 17,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2012 : : 17,023: -6,525 10,807 917 24,963 2,673 19,355 14,397: -2,332 2,626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 12.8 0.9 88.8 82.2 96.0 95.9: 4.0 4.1 Old : 100.0: 6.4 12.8 0.9 88.8 82.2 96.0 95.9: 4.0 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 249: 34 44 12 98 106 140 154: Old : 249: 34 44 12 98 106 140 154: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 28.1 50.5 38.1 33.5 28.1 47.7 37.4 Old : 36.3 28.1 50.5 38.1 33.5 28.1 47.7 37.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012